DRPT2008 6-9 April 2008 Nanjing China

State Estimation Model and Algorithm Including PMU

Fang Chen, Xueshan Han,Zhiyuan Pan,Li Han

Abstract-- Because of the extensive application of Phasor Measurement Unit (PMU) in the power system, traditional power system state estimation has been undergoing an essential change. In this paper, the traditional state estimator is assumed to be functioning normally in the absence of PMU data. Then under given the placement of PMU in the power system, this paper wants to explore the substantial contribution of PMU to power system state estimation. First, it discusses the difference between PMU measurement and SCADA measurement to explain the effect of PMU on traditional power system state estimation. Then, supposing the right value obtained from PMU, it extracts the simpleness of traditional power system state estimation with SCADA data only, and proposes the reduced power system state estimation model which is same as traditional ones. Following, it presents resultant change in handling the problems of the observability, bad data recognition, and estimation accuracy, as well as the solution algorithm of the power system state estimation on line. It is shown that PMU data provides the direct measurement of state which can significantly simplify the traditional state estimator and dose not require any change of the existing state estimator. Simulation result for the IEEE 13 bus system verifies the validity of the study. Index Terms-- Electric power system, Phase measurement Unit, SCADA, State estimation.

I. INTRODUCTION

enerally, to estimate the power system state which whether is close to the actual operating state, depends on the estimation criterion, the measurement redundancy and the probability distribution of random errors. By appropriate power system state estimation, it can filter automatically the bad data from the measurement system and the interference of random error. Therefore, power system state estimation is the important basis of the advanced application in the power system operation and control, such as the economic dispatch (ED), automatic generation control (AGC), automatic voltage control (AVC), expecting security analysis (SA), and etc, for modern energy management system (EMS). However, before
This Work Was Supported by National Natural Science Foundation of China (NSFC) (50377021, 50677036). Fang Chen is with the School of Electric Engineering, Shandong University, Jinan 250061, Shandong, China (email: cfunix@mail.sdu.edu.cn). Xueshan Han is with the School of Electric Engineering, Shandong University, Jinan 250061, Shandong,China (email: xshan@sdu.edu.cn). Zhiyuan Pan is with the School of Electric Engineering, Shandong University,Jinan250061.Shandong,China (emai:panzhiyuan@mail.sdu.edu.cn). Li Han is with the School of Electric Engineering, Shandong University, Jinan 250061.Shandong,China (emai: lybbz@163.com).

the real-time phase measurement unit (PMU) based on GPS is introduced [1]-[2], power system state estimation had been only relying on the SCADA system. Due to the introduction of the PMU, the power system state, which means the voltage magnitude and angle value, can be measured directly, and has high precision and short measurement periodic time. These advantages which affect and contribute on the traditional methods of power system state estimation are the research focus in the power system state estimation field. Generally, for the power system state estimation research including PMU, which is the mixed measurement with SCADA and PMU, there are following ways. Firstly, taking the PMU data as true value to participate the power system state estimation, this has the greatest contribution to the power system state estimation only if PMU has high precision [3]. Secondly, solving the linear power system state estimation where PMU makes the network completely observable [4][5], and it is currently elusive. Thirdly, Combing the two methods above mentioned [6]-[9], the basic idea is to use directly the PMUs linear measurement equations or to change the PMU data into power flow (current) equations to accomplish the power system state estimation. Usually, once the PMU could make the power system state observable completely, the power system state estimation would be very simple and the SCADA system would have no significance to the power system state estimation. However, it is impossible. Actually, PMU can make the power system state observable locally. So how to use the characteristic of the PMU is the most important problem, which can enhance the performance of state estimation with only depending on the SCADA system. For the power system state estimation or power flow problems, the solution is the state variables. When a PMU not only gives the voltage magnitude values, but also gives angle values on the bus with PMU , that is to say, any bus with PMU needs not to estimate its voltage if the PMU has a credible precision. In addition, PMU measurement is different from SCADA measurement: the former is the vector or the direction measurement, the latter is the analog measurement, which is no direction. Mixing these two kinds of measurement type may be submerged the PMU effect. Any way, in the view of the measurement equation expressed, PMU is explicit, and SCADA is implicit. On the other hand, when the power system has the PMU placement, the measurement equation from SCADA must contain implicitly the PMU measurement in the state variables, which is a complex problem to handle. Therefore, how to deeply

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study the PMUs unique contribution to traditional power system state estimation is very important. Based on the above mentioned idea, as well as the weighted least squares method (WLS) is widely used in the EMS. This paper, Under given the placement of PMU in the power system, tries to heritage the WLSs characteristics, and wants to answer the difference between PMU and SCADA measurement, proposes the simple power system state estimation model and algorithm, and uses standard IEEE 13 bus power system as an example to verify the validity of the study, and gives conclusions. The paper is arranged as follows. State estimation with only SCADA measurements is introduced in Section . Next, the power system state estimation model including PMU is described in section III. Then, the details in practical application are discussed in Section . The test system is illustrated in Section . Conclusion is given in Section . II. POWER SYSTEM STATE ESTIMATION WITH ONLY SCADA As we known, the measurement equation in the power system can be formulated as follows:

x = ( H T R 1 H ) 1 H T R 1 ( z h( x k )) x k +1 = x k + x

(4)

where k is the iteration number, k=0 means the initial value given, and k=1,2, depends on the convergent limit given. H is the Jacobian matrix from the h( x) given state variable values, H will change at each iteration: h1 ( x) h1 ( x) h1 ( x) x x n x2 1 h ( x) h2 ( x) h2 ( x) h( x) 2 = x H= x 2 x n (5) x 1 h ( x ) h ( x ) h ( x ) m m m x x xn 1 2 where n is the number of the state variables. If the power system has N buses, then n=2N-1, they are corresponding to the voltage magnitude and angle respectively, and the angle is zero as reference bus that is not included here. From (4), the gain matrix can be defined as follows: G = H T R 1 H (6)

z = h( x ) + v

(1)

where z is the measurement vector (its elements usually contains active power and reactive power or current of the bus injection, transmission line, transformer, as well as the magnitude value of bus voltage). h( x ) is the vector of nonlinear functions formed by ohms law that reflects the relations between measurement and state variables. x is the true state variable vector (the magnitude and angle of the bus voltage). v is the measurement error vector, which is assumed to have zero mean distribution and constant variance 2 . From the WLS method, the objective function can be expressed as follows:

Equation (4) is the key of WLS method, the gain matrix G is also very important to the power system state estimation algorithm. III. POWER SYSTEM STATE ESTIMATION WITH SCADA AND PMU While the power system not only has SCADA system, but also has PMU placement, the state estimation problem can be formulated as following two sub-problems. One is composed only by SCADA measurements, the other is formed by PMU measurements and related SCADA measurements. The former is solved by a reduced model based traditional state estimation. For the latter, a local mixed state estimation is run. A. Reduced state estimation formulation The state variables measured by PMU are assumed true value, and the known state variables is x1, then the unknown state variables, that are x2, to be estimated, this is a basic idea of the reduced power system state estimation model. Based on this idea, (1), (2), (4) ~ (6) can be rewritten as follows:

J ( x) = ( z h( x)) T R 1 ( z h( x))

(2)

where R 1 is the diagonal weighting matrix of measurement variance and it is given by

1 2 1 R 1 = 1 2 m

22

...

(3)

z = h( x2 ) + v J ( x2 ) = ( z h( x2 ))T R 1 ( z h( x2 )) T 1 T 1 k x2 = ( H 2 R H 2 ) 1 H 2 R ( z h( x2 ))
k +1 k x2 = x2 + x2 h( x2 ) H2 = x2
T G2 = H 2 R 1 H 2

(7) (8) (9) (10) (11)

where m is the number of measurements. Most of practical implementation of state estimation of in electric power systems is based on the Gauss Newton method. From (2), the iteration equation can be obtained as follows:

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From (7) ~ (11), although the number of SCADA measurements has not changed, the solution dimension will change with the increasing of the number of PMU. For example, if the power system has 300 buses, taking a state estimation with only SCADA needs to solve 599 599s equations. Another case, if the power system has 150 buses with PMU, meaning that the 300 state variables are known, then, taking a state estimation with only SCADA needs to solve 300 300s equation. B. Local mixed state estimation formulation In the power system, once the PMU is placed, the system can be divided automatically a number of localized observable islands. If needs, the localized state estimation can be easily processed. In the estimation process, also based on the WLS method, PMU and SCADA measurements can be mixed to correct the local state variables from PMU. When the states from PMU are reliable and accurate, the local estimator can be omitted. C. Coordination state estimation algorithm According to the above formulation, the coordination state estimation algorithm is achieved as follows. (1) Forming the islands divided by PMUs, taking a local mixed state estimation respectively, and getting the corrected state variables x1 .This step is only carried out when the local mixed sate estimation is needed. (2) Using the x1 as initial value, means that the state variables x1 are true value. (3) Forming the vector x 2 , the unknown state variables to be estimated, setting the reduced model from equation (7) ~ (11), and solving the state estimator equation based on WLS method. If the state variables to be estimated have almost no changes between the two calculations, then the calculation ends. IV. APPLICATION ANALYSIS Power system state estimation so-called mainly include the observablity analysis, estimation algorithm, bad data recognition, and etc. The simple analysis from the idea formulated in this paper is discussed as follows. A. Observability of power system state For the state observability analysis, there are usually three methods, which are the topological analysis method based on the power system configuration, numerical analysis method from gain matrix G and the hybrid analysis method. Topological observability analysis method is originally proposed from network topo theory. According to the place of the measurements and the networks represented by bus/branch models to form the maximal spanning tree. That one branch is the element of a maximal spanning tree only when the flow in the branch is measured or there is an injection measurement at a bus incident to the branch. For voltage phasor, a bus with phase measurement must grantee all incident directly buses observable besides itself. The multi-buses observable can be

realized by PMU, such as one is by the direct measurement and the others are by calculation through the line current measurements. For example, a radial power system with N buses, one PMU placement can make three buses observable at most; a meshed power system with N buses, one PMU placement can make three or more buses observable. From this point, a set of measurements supplied by one PMU can take place of multi SCADA measurements by RTU (remote terminal unit). It can be seen that voltage pahsor measurements and incident current pahsor measurements play the same role as bus injection measurements in topological observability analysis. However, Topological observability analysis method does not necessarily guarantee solvability of the state estimation problem due to the nonlinear measurement equation. For numerical analysis method, through the triangular LU factorization to the gain matrix G , the state would not be observable once a zero factor pivot is encountered. For a N bus system, the dimension of the gain matrix G is ( 2 N 1) ( 2 N 1) .While the N A PMUs are introduced, the gain matrix G s dimension can be decreased to ( 2 N 1 2 N A ) ( 2 N 1 2 N A ) . Considering the current pahsor in the incident branch, gain matrixs dimension can be decreased further. It shows that PMU makes the numerical analysis method easily. That is to say, the more PMU installed in the power system, the quicker the calculation speed will be. When all buses are placed with PMU, the state observability analysis will disappear. B. Algorithm of state estimation The power system can be divided into several islands through the state variables measured by PMU, so the coordination state estimation algorithm can be formed easily. If these state variables obtained by PMU are true values, then the reduced power system state estimation model can be presented, as the gain matrix G s dimension decreasing with PMU placement increasing, the state estimation algorithm will become more effective. At the same time, the contribution of PMU is included in the reduced model. If these state variables obtained by PMU are needed to be estimated, the local state estimation formed by PMU can be set up and run with local mixed PMU and SCADA measurements. Therefore, whether the reduced state estimation or the local state estimation, as well as the coordination state estimation, use the conventional WLS method and do not require any modification. It is clear that the state estimation algorithm including PMU is same as the traditional model, method, and algorithm.

C. Recognition of bad data The largest normalized residual method is usually used for bad data processing. So the calculation of the largest normalized residual is very important based on this method. Assuming that the measurement random errors is vi , and i=1, 2, , m, which are assumed to have normal distribution, and independent among them, as well as with zero mean and 2 variance ii , the residual vector of estimation can be

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formulated as follows:

= Sv r

(12)

is the estimation residual vector, S is the estimation where r residual sensitive matrix. The estimation residual sensitive matrix S can be expressed as follows:
S = I H ( H T R 1 H ) 1 H T R 1 (13)

method. The IEEE 13 bus is used for this simulation. from the actual In this study, examining the deviation of x value of x , normalized error NE is used to assess the [11]. accuracy of x

NE =

xt ||2 || x || xt ||2

(13)

is the estimated value, xt is the truth value. The where x The normalized residual of the i th measurement is defined Performance index reflects the degree of approximation as the ratio between the measurement residual between the estimated value and the truth value. The smaller i = zi zi and the residual standard deviation, it can be index is, the better filter effect is. r The measurement errors of the SCADA are subject to the formulated as follows: normal distribution with zero mean and variance 2 = 0.1 , and the measurement errors of PMU are subject to normal i i / Rii S ii (14) distribution with zero mean variance PMU 2 = 0.0001 .The rN =r measurements are chosen so that the network is fully Equation (14) can be obtained by the measurement residual observable. The simulated system has a total of power flow dividing the absolute value for the corresponding diagonal measurements 24 and injection measurements 8, as shown in entry in the residual covariance matrix. The wrong Figure 1. Hence, the number of state variables is measurement is responsible for the largest normalized residual. n = 2 13 1 = 25 and the number of measurements is m = 32 . The largest normalized residual method has no relation with the scale of the power system, and it only depends on the measurement redundancy, which is k = m / n (where m is the number of measurements, n is the number of unknown state variables). The higher the redundancy level, the diagonal element has more advantages in the matrix, and the bad data is easier to be figured out. In the reduced state estimation model, each PMU can supply two state variables, and then the number of unknown state variables is decreased. If N bus system are configured N A PMUs, the redundancy is raised: k = m /( 2 N 1 2 N A ) . Correspondingly, the capability of state estimation to detect bad data is improved.

D. Dynamic state estimation Because the state variables vary frequently in real world, dynamic state estimation is more suitable for power system. However, since dynamic state estimation based Kallman filtering has been proposed in 1970s, it is still being studied and no success in practical application. The main reason lies in the big estimation size and much calculating time, which is the bottleneck of the dynamic state estimation. It is possible to change the situation when the PMU measurements are included in state estimation. Using the reduced model, the scale of calculation gradually decreases along with the increase in the number of PMU. The dynamic estimator is set up only by SCADA measurements for a portion of the network with no PMU. Even some of SCADA measurements that are overwhelmed by PMU measurements can withdraw from the state estimation, which leads to further reduced calculating time. V. ANALYSIS OF THE EXAMPLE A program is developed in order to simulate the proposed

Figure 1: Power flow of IEEE 13 bus system

Case 1: A system which is observable and no bad data occurs. Three instances are compared: the first is using traditional WLS to estimate without any PMU; second, the bus 7 and 12 are configured PMU and their measurements are within accuracy; third, the angle phasor on bus 7 has great error 4 PMU .The result is listed in Table1.
TABLE 1 THE RESULT OF ESTIMATION OF NON BAD DATA

No. 1 2 3

k = m/n

NE

1.28 1.60 1.60

0.00050 0.00019 0.03430

Iteration number 5 4 4

It is clear that: 1) when state variables supplied by PMU are within accuracy, the redundancy level of the system is higher, filter effecting is better than without PMU. At the same time,

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iterations number decrease because of PMU; 2)when state variables by PMU has greater measurement error, the performance index NE is rising drastically although the redundancy level and iteration number is unchanged. The case expresses obviously that PMU has huge impact on state estimation whether it is good or bad.
Case 2: A system which is observable as well as one bad data P72 on branch 2-7. Three instances are compared similar with case 1.The result is list in Table 2. No.
TABLE 2 THE RESULT OF CASE 2 max J ( x) NE r
N

small effect on the estimation result, which shows high accurate PMU measurements play a very important role and can completely replace the lower accurate SCADA measurements nearby. During the simulation, it is found that the measurements directly associated with bus 7, because of PMU, enlarge the diagonal element of Residual sensitivity matrix S . But the quantity of enlargement has nothing to do with the accuracy of PMU. And if there is only one measurement in the place, the effect of enlargement will be most obvious. VI. CONCLUSIONS

The ability to directly measure the voltage phase at buses by PMU has implications on the traditional state estimation. It 2.4 0.0082 1.3045 1 is no doubt that direct measurement of state can improve the observability and the accuracy of state estimation. Within the 16.7 0.0001 3.9615 2 P72 scope of credible accuracy, the PMU measurement is used as 13.5 0.0129 3.1640 3 P67 state variable to participate estimation, and it brings the From the result of instance 1 and 2, it is seen that the traditional state estimation a qualitative change: (1) It becomes possible for partial observability, and partial largest normalized residual become larger after including PMU. However, the wrong result is obtained when PMU can real-time estimation. Meanwhile, it does not influence whole not give ideal accurate data in instance 2, which means that analysis of system. (2) PMU measurement values participate in the reduced bad data analysis is affected greatly by PMU. state estimation as truth value. We can get the simplified Case 3: A system which is observable but at the lower model merely composed by SCADA measurements, and have considered the effect of PMU measurement. measurement redundancy level. (3)The accuracy of PMU measurement is high enough to All measurements as Figure1 are used in instance 1 without any PMU. Based on the measurement configuration as Figure1, disable the lower accuracy measurement data that nearby. As the injection measurements P7 , Q 7 on bus 7 and active power the introduction of PMU, the demand of redundancy in state estimation will be lower, and the dimension of gain matrix G P72 on branch 7-2 are eliminated in instance 2. Besides will be further reduced. eliminated measurements above, other measurements, power (4)The reduced model improves the speed and accuracy of flow P67 Q 67 are also eliminated in instance 3. Whether in calculation. Real-time estimation can be achieved only by part instance 2 or 3, PMUs on bus 7 and 12 are reserved. A of SCADA data, considering the PMU placement and compared result is showed as Table 3. measurement distribute regulation. TABLE 3 THE RESULT OF CASE3 The paper focus mainly on the reduced model that state k = m/n NE No variables from PMU are reliable. If the assumption is not established in real world, the PMU measurement will bring 1.28 0.00050 1 great opposite affection. For this case, the state variables from 1.38 0.00024 2 PMU need to be corrected, and the local mixed state 1.28 0.00054 3 estimation is proposed. From table 3, the solution of instance 2 shows that the state VII. REFERENCES estimation performance is rising instead of falling with the decrease in the redundancy because of the PMU. The [1] R.Zivanovic and C.Carins ,Implementation of PMU Technology in State An Overview,Africon,1996.,IEEE AFRICON 4th Vol.2 measurements of P72 and P7 make no effort for estimation [2] Estimation: BURNEIT R O et al., Synchronized phasor measurement of a power system event,IEEE Trans on Power Systems,1994,9(3):1643-1650 just because a PMU is on nearby bus. The compared result DING Jun-ce, et al., An Overview of State Estimation Based on Wideshows that if data from PMU are reliable and believable, the [3] area Measurement System, Automation of Electric Power dimension of Jacobian matrix H can be further reduced. But, Systems ,Vol.30 No.7 Apr.10,2006 along with the increasing of distance between the SCADA [4] Wei Zhinong et al., A Mixed Measurement-based Linear Dynamic State Estimation Algorithm for Power Systems, Automation of Electric Power measurements and PMU bus, the influence of PMU data to Systems Vol.31 No.6 Mar.25,2007 SCADA measurements is reducing gradually. [5] Li Qiang et al..,Power System Liner State Estimation Based On Phasor Measurement, Automation of Electric Power System Vol.29 No.18 The cases illustrate that: (1) The result of estimation is Oct.10,2005 quite close to the truth value when PMU can supply satisfying [6] Qin Xiaohui, et al., A New Method of Hybrid Non-linear State states, whenever there is bad data near the PMU bus; (2) As Estimation with PMU,Automation of Electric Power Systems,Vol.31 the PMU accuracy descends, the filter effect becomes bad No.4 Feb.25,2007 gradually; (3) The elimination of the data near the PMU has
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Zhao Honga,et al. , State Estimation Model With PMU Current Phasor Measurements, Automation of Electric Power Systems Vol.28 No.17 Sept,10,2004 [8] Li Qiang et al., A Hybrid Algorithm for Power System State Estimation Based on PMU Measurement and Scada, Automation of Electric Power System Vol.29 No.19 Oct.10,2005 [9] Ding Jun-ce, et al , Influences of Measured Values From Phasor Measurement Units On Equivalent Current Based Measurement Transform Algorithm In State Estimation ,Power System Technology Vol.29 No.5 Mar.2005 [10] Jian Chen and Ali Abur, Improved Bad Data Processing via Strategic Placement of PMUs,Power Engineering Society General Meeting,2005.IEEE 12-16 June 2005 pp:509-513 Vol.1 [11] Mark.J.Rice and Gerald T.Heydt, Power Systems State Estimation Accuracy Enhancement Through the Use of PMU Measurements,PES TD 2005/2006 May-24,2006. [7]

VIII. BIOGRAPHIES
F.Chen was born in Shanxi Province in P.R.China.She is currently pursuing the Ph.D. degree at Shandong University. Her main interest is in power system state estimation.. X. S. Han was born in Liaoning Province in P.R. China. He was a Research Fellow in the School of EEE at Nanyang Technological University, Singapore from October 1998 to October 2000. He is now a Professor of the School of Electrical Engineering, Shandong University, Jinan, China. His research interests include power system dispatch, EMS and electricity market etc. Z.Y. Pan was born in Shandong Province in P.R.China.He is currently pursuing the Ms.D.His main interest in power system state estimation. L. Han was born in Shandong Province in P.R. China. He is presently pursuing the Ph.D. degree in the School of Electrical Engineering at Shandong University. He is engaged in the study on power system dispatching and automation.

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